Line a 9X13 inch pan with parchment paper and set aside.
Melt the caramels in the microwave along with the heavy cream and stir every 30 seconds until the caramels are creamy and smooth. Pour the caramels into the prepared pan allow to completely cool at room temperature. This should take 30-45 minutes.
Once the caramel has completely cooled cut into 1 inch pieces (should make about 30 pieces). Take a pecan halves and press into the caramel and set aside. Repeat this process until the pecans and caramel have been completely used.
In the microwave, melt the chocolate and shortening while stirring every 30 seconds until chocolate is melted and smooth. Use a tooth pick to dip the turtle into the chocolate and place the chocolate covered turtle on the baking sheet. Once all the turtles have been made place in the refrigerator for 30 minutes. Place in an air tight container or store brought valentines box and in the refrigerator until ready to be distributed.